Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 6.62% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 109,711 CHF | 39,070 CHF | 99.27% | 99.27% |
12/07/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 112,442 CHF | 39,981 CHF | 99.27% | 99.27% |
11/07/2024 | 6.14% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 118,559 CHF | 42,020 CHF | 99.27% | 99.27% |
10/07/2024 | 6.60% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 110,046 CHF | 39,182 CHF | 99.27% | 99.27% |
09/07/2024 | 7.25% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 99,844 CHF | 35,781 CHF | 99.27% | 99.27% |
08/07/2024 | 6.63% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 109,663 CHF | 39,054 CHF | 99.25% | 99.25% |
05/07/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 102,655 CHF | 36,719 CHF | 99.27% | 99.27% |
04/07/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 97,672 CHF | 35,057 CHF | 99.27% | 99.27% |
03/07/2024 | 8.26% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 87,233 CHF | 31,578 CHF | 99.27% | 99.27% |
02/07/2024 | 8.40% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 85,727 CHF | 31,076 CHF | 99.27% | 99.27% |